Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962)
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scientific article; zbMATH DE number 6031658
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| English | Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms |
scientific article; zbMATH DE number 6031658 |
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Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (English)
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8 May 2012
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continuous-discrete state space models
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stochastic differential equations
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Itô calculus
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sampling
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Kalman filtering
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approximate nonlinear filtering
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structural equations modeling
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spatial models
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random fields
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stochastic partial differential equations
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